+27.6%
LII vs REPL
-54.3%
+81.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.2% |
| 7D | -0.7% | -3.0% | +2.2% | -0.7% |
| 30D | -12.6% | +27.1% | -39.7% | -12.9% |
| 3M | -24.4% | +52.4% | -76.8% | -25.1% |
| 6M | -28.7% | +107.4% | -136.2% | -30.4% |
| YTD | -19.1% | +54.7% | -73.9% | -20.6% |
| 1Y | -29.7% | +158.9% | -188.6% | -32.8% |
| 3Y | +4.8% | -23.7% | +28.5% | +1.4% |
| All | +27.6% | -54.3% | +81.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling